gistfile1.txt

package com.opengamma.examples.function;

import java.util.Collections;
import java.util.HashSet;
import java.util.Set;

import org.apache.commons.lang.Validate;

import com.opengamma.analytics.financial.equity.future.pricing.EquityFuturePricerFactory;
import com.opengamma.analytics.financial.equity.future.pricing.EquityFuturesPricingMethod;
import com.opengamma.core.value.MarketDataRequirementNames;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.ComputationTargetType;
import com.opengamma.engine.function.AbstractFunction;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionExecutionContext;
import com.opengamma.engine.function.FunctionInputs;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValuePropertyNames;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
import com.opengamma.financial.security.equity.EquitySecurity;

/**
 * The Standard Equity Model Function simply returns the market value for any cash Equity security.
 */
public class MyFunction extends AbstractFunction.NonCompiledInvoker {

	
	//  public MyFunction(final String valueRequirementName, final String pricingMethodName, final String fundingCurveName) {
	//	  System.out.println("VINEETH " + valueRequirementName + "  " + pricingMethodName + " " + fundingCurveName);
	//	  }
	
	
  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final EquitySecurity equity = (EquitySecurity) target.getSecurity();
    final double price = (Double) inputs.getValue(
        new ValueRequirement(
            MarketDataRequirementNames.MARKET_VALUE,
            ComputationTargetType.SECURITY,
            equity.getUniqueId()));
    // TODO this needs to annotate the result value with the currency of the value. 
    return Collections.<ComputedValue>singleton(
        new ComputedValue(
            new ValueSpecification(
                new ValueRequirement(ValueRequirementNames.VineethCustomValue, ComputationTargetType.SECURITY, equity.getUniqueId(), 
                                     ValueProperties.with(ValuePropertyNames.CURRENCY, equity.getCurrency().getCode()).get()),
                getUniqueId()),
                price));
  }

  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    if (target.getType() != ComputationTargetType.SECURITY) {
      return false;
    }
    if (target.getSecurity() instanceof EquitySecurity) {
      return true;
    }
    return false;
  }

  @Override
  public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
    if (canApplyTo(context, target)) {
      final EquitySecurity equity = (EquitySecurity) target.getSecurity();
      final Set<ValueRequirement> requirements = new HashSet<ValueRequirement>();
      requirements.add(new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.SECURITY, equity.getUniqueId()));
      return requirements;
    }
    return null;
  }

  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target) {
    if (canApplyTo(context, target)) {
      final EquitySecurity equity = (EquitySecurity) target.getSecurity();
      return Collections.<ValueSpecification>singleton(
          new ValueSpecification(new ValueRequirement(ValueRequirementNames.VineethCustomValue, 
                                                      ComputationTargetType.SECURITY, 
                                                      equity.getUniqueId(), 
                                                      ValueProperties.with(ValuePropertyNames.CURRENCY, 
                                                      equity.getCurrency().getCode()).get()), 
                                 getUniqueId()));
    }
    return null;
  }

  @Override
  public String getShortName() {
    return ValueRequirementNames.VineethCustomValue;
  }

  @Override
  public ComputationTargetType getTargetType() {
    return ComputationTargetType.SECURITY;
  }

}